DAX Index Future June 2015

Trading Metrics calculated at close of trading on 15-May-2015

Day Change Summary
	Previous	Current
	14-May-2015	15-May-2015	Change	Change %	Previous Week
Open	11,333.5	11,570.0	236.5	2.1%	11,727.0
High	11,593.5	11,649.0	55.5	0.5%	11,731.5
Low	11,225.0	11,388.0	163.0	1.5%	11,225.0
Close	11,587.5	11,438.0	-149.5	-1.3%	11,438.0
Range	368.5	261.0	-107.5	-29.2%	506.5
ATR	269.4	268.8	-0.6	-0.2%	0.0
Volume	104,028	101,124	-2,904	-2.8%	563,552

Daily Pivots for day following 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,274.7	12,117.3	11,581.6
R3	12,013.7	11,856.3	11,509.8
R2	11,752.7	11,752.7	11,485.9
R1	11,595.3	11,595.3	11,461.9	11,543.5
PP	11,491.7	11,491.7	11,491.7	11,465.8
S1	11,334.3	11,334.3	11,414.1	11,282.5
S2	11,230.7	11,230.7	11,390.2
S3	10,969.7	11,073.3	11,366.2
S4	10,708.7	10,812.3	11,294.5

Weekly Pivots for week ending 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	12,984.3	12,717.7	11,716.6
R3	12,477.8	12,211.2	11,577.3
R2	11,971.3	11,971.3	11,530.9
R1	11,704.7	11,704.7	11,484.4	11,584.8
PP	11,464.8	11,464.8	11,464.8	11,404.9
S1	11,198.2	11,198.2	11,391.6	11,078.3
S2	10,958.3	10,958.3	11,345.1
S3	10,451.8	10,691.7	11,298.7
S4	9,945.3	10,185.2	11,159.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,731.5	11,225.0	506.5	4.4%	265.0	2.3%	42%	False	False	112,710
10	11,771.5	11,178.0	593.5	5.2%	286.0	2.5%	44%	False	False	117,708
20	12,113.5	11,178.0	935.5	8.2%	288.1	2.5%	28%	False	False	122,011
40	12,429.5	11,178.0	1,251.5	10.9%	242.3	2.1%	21%	False	False	113,898
60	12,429.5	10,782.5	1,647.0	14.4%	212.5	1.9%	40%	False	False	80,063
80	12,429.5	10,170.0	2,259.5	19.8%	201.6	1.8%	56%	False	False	60,206
100	12,429.5	9,251.0	3,178.5	27.8%	203.6	1.8%	69%	False	False	48,249
120	12,429.5	9,251.0	3,178.5	27.8%	189.6	1.7%	69%	False	False	40,221

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	75.2
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	12,758.3
2.618	12,332.3
1.618	12,071.3
1.000	11,910.0
0.618	11,810.3
HIGH	11,649.0
0.618	11,549.3
0.500	11,518.5
0.382	11,487.7
LOW	11,388.0
0.618	11,226.7
1.000	11,127.0
1.618	10,965.7
2.618	10,704.7
4.250	10,278.8

Fisher Pivots for day following 15-May-2015
Pivot	1 day	3 day
R1	11,518.5	11,437.7
PP	11,491.7	11,437.3
S1	11,464.8	11,437.0

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols